Hemadpant records in the Sri Sai Satcharitra that nobody knew of Sai's parents, birth or birth-place. Many a times enquiries were made and questions asked of Baba and others, but no clear or satisfactory answer ever manifested. By one account, he was said to have been born to a Brahmin couple who gave the child away to a Sufi saint, Roshan Shah, for upbringing. But this is not substantiated. Saints like Namdev and Kabir were in the same league; none knew of their birth since they were found as infants in mother-of-pearl shells. Namdev was found on the bank of Bhimrathi River by Gonayi, and Kabir on the bank of Bhagirathi River. Sai was "found" in Shirdi.

In keeping with the Bhakti cult prevalent at the time, it seems Sai Baba was an inheritor of the traditions of Maharashtra that began with Gyaneshwar (also spelt Jnaneshwar). Jnandeva was born between AD 1270-75 and wrote his tome Jnaneshwari in 1290. He was followed by Sopana (1277-96), Muktabai (1279-97), Namdeva (1270-1350), Eknatha (1533-199) and Tukaram (1608-1650). The last great Maharashtrian saint before Baba was Ramadas (1608-1681). Thus, Sai Baba's origins can be found in the rich tradition of saints who are part of Maharashtra's history and culture. Baba was "born" in Marathwada, which was long under Muslim rule. With Karnataka and Tilang-Andhra, this region formed part of the Deccan Plateau. These three regions have a common calendar called Shalivahan Shaka and share a linked cultural heritage. The Satvahanas, Rashtrakutas and the Chalubas ruled over the region during the first twelve centuries.

Even before Jnandeva, two strong religious streams dominated the land: the first was the Mahanubhavas and the other, the Nathas. Namdev, a contemporary of Jnandeva, carried on the Vitthal sampradaya (sect) and was the main fulcrum of Pandharpur, which gained prominence during Namdev's time. Both Namdev and Jnandeva were brothers of the same sampradaya and after Jnandeva's demise in 1296, Namdev proceeded to the north, to be in Punjab for twenty-one years, hence his cult grew in north India too. His outpourings and writings, called abhangs, grew in popularity, especially under Tukaram and Ramadas (whose most famous disciple was Shivaji, the great Maratha leader) and came to be sung in both parts of the country. Such can be the outreach of saints.

The Maharashtra plateau was ruled, since the twelfth century, from Devagiri (Daulatabatl), an ancient fortified capital. The city was built by Bhillana, the fountlcr of thc Yaclava dynasty. He died in AD 1191 and was succeeded by King Jaipal who ruled till 1210.

His rule was followed by Singhana, whose rule extended till Mathura in the north and Kaveri Delta in the south. Towards the end of the thirteenth century, great creative activity took place in Deccan Plateau and many works of literary and artistic excellence emerged.

Between 1318 and 1347, Devagiri was ruled by the Khiljis, and later the Tughlaks (when under Mohammad-bin, the capital was shifted from Delhi to Daultabad). For three hundred years thenceforth, the entire Deccan Plateau came under the influence of Muslim sultans. Hindus and Muslims tried to maintain cordial relations, sometimes by alliances like when the sultan of Bijapur, Yusuf Adil Shah married a Maratha princess. The minister Muhammad Gawan employed Hindus in state services and supported religious tolerance. Emperor Adil Shah (1534-57) went to a neighbouring ruler to pay an official visit to the emperor of Vijayanagara, showing him to be an equal.

Several smaller strains also contributed significantly in maintaining harmony. A Muslim governor in 1326 ordered the reinstallation of a Shiva lingam in Madhukeshwara temple at Kalyani. Allauddin Ahmed II was comforted during illness by a sage of Gangapur, who worshipped Dattatreya.

Later, however, the struggle between the Deccan Sultanate and the Vijayanagara rulers led to the Battle of Talikotta and the destruction of Hampi, the capital city. The Deccan Sultanate fell into oblivion with the coming of Mughal powers from central and north India. By 1636, the Nizam Shahi kingdom was wiped out. The Bijapur kingdom ceased to be an independent entity and became part of the Mughal empire in 1686. Golconda suffered a similar fate in 1687. By then the British, who had come for trade, slowly took over the political domination of many regions of the country. For the next two hundred years, an assortment of European rulers, dominated mostly by the British, ruled the country.

By the time the Sepoy Mutiny or the First War of Independence took place in 1857, Sai Baba was all of just about twenty!